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SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD

Part of: Calculus of variations and optimal control; optimization Miscellaneous applications of functional analysis Existence theories

Published online by Cambridge University Press:  20 February 2020

SCOTT B. LINDSTROM Open the ORCID record for SCOTT B. LINDSTROM [Opens in a new window]  and
BRAILEY SIMS
SCOTT B. LINDSTROM*
Affiliation:
CARMA, University of Newcastle, Australia
BRAILEY SIMS
Affiliation:
CARMA, University of Newcastle, Australia
*
e-mail: [email protected]
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Abstract

The Douglas–Rachford method is a splitting method frequently employed for finding zeros of sums of maximally monotone operators. When the operators in question are normal cone operators, the iterated process may be used to solve feasibility problems of the following form: Find $x\in \bigcap _{k=1}^{N}S_{k}$. The success of the method in the context of closed, convex, nonempty sets $S_{1},\ldots ,S_{N}$ is well known and understood from a theoretical standpoint. However, its performance in the nonconvex context is less well understood, yet it is surprisingly impressive. This was particularly compelling to Jonathan M. Borwein who, intrigued by Elser, Rankenburg and Thibault’s success in applying the method to solving sudoku puzzles, began an investigation of his own. We survey the current body of literature on the subject, and we summarize its history. We especially commemorate Professor Borwein’s celebrated contributions to the area.

Keywords

Douglas–Rachfordfeasibilityprojection algorithmsiterative methodsdiscrete dynamical systems

MSC classification

Primary: 46N10: Applications in optimization, convex analysis, mathematical programming, economics 49J53: Set-valued and variational analysis 49-02: Research exposition (monographs, survey articles)
Secondary: 49-03: Historical (must also be assigned at least one classification number from Section 01)
Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 110 , Issue 3 , June 2021 , pp. 333 - 370
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Copyright
© 2020 Australian Mathematical Publishing Association Inc.

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Footnotes

Communicated by G. Willis

This work is dedicated to the memory of Jonathan M. Borwein our greatly missed friend, mentor and colleague. His influence on both the topic at hand, as well as his impact on the present authors personally, cannot be overstated.

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